exuber
Econometric Analysis of Explosive Time Series
Description
Testing for and dating periods of explosive dynamics (exuberance) in time series using the univariate and panel recursive unit root tests proposed by Phillips et al. (2015) <doi:10.1111/iere.12132> and Pavlidis et al. (2016) <doi:10.1007/s11146-015-9531-2>.The recursive least-squares algorithm utilizes the matrix inversion lemma to avoid matrix inversion which results in significant speed improvements. Simulation of a variety of periodically-collapsing bubble processes. Details can be found in Vasilopoulos et al. (2022) <doi:10.18637/jss.v103.i10>.
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
WARNING 12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Jun 8, 2026
Rd files
cannot open the connection problem found in ‘exuber.Rd’
OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
package dependencies
Package suggested but not available for checking: ‘exuberdata’
package dependencies
Package suggested but not available for checking: ‘exuberdata’
package dependencies
Package suggested but not available for checking: 'exuberdata'
ERROR 10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/exuber.Rcheck/00install.out' for details.
package dependencies
Package suggested but not available for checking: ‘exuberdata’
package dependencies
Package suggested but not available for checking: ‘exuberdata’
package dependencies
Package suggested but not available for checking: 'exuberdata'
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
package dependencies
Package suggested but not available for checking: ‘exuberdata’
package dependencies
Package suggested but not available for checking: ‘exuberdata’
package dependencies
Package suggested but not available for checking: 'exuberdata'